What is the expected return on a portfolio that is invested 25 percent in stock A, 55 percent in stock B, and the remainder in stock C? State of Economy Boom Normal Recession Probability of State of Economy 5% 45% 50% Returns if State Occurs Stock A Stock B Stock C 19% 6% 11% 8% 13% -23% 5% 25% 9% Select one: O a. -1.06 percent O b. 2.38 percent O c. 2.99 percent O d. 5.93 percent O e. 6.10 percent